-99.2%
SOXS vs AXP
+6.1%
-105.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.1% | -9.1% | -10.9% |
| 7D | -7.0% | -2.1% | -4.9% | -8.3% |
| 30D | +2.8% | -6.5% | +9.3% | -2.1% |
| 3M | -9.8% | +4.6% | -14.5% | -3.8% |
| 6M | -99.2% | +5.4% | -104.6% | -99.1% |
| All | -99.2% | +6.1% | -105.3% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling